Roger B. Newson

National Heart and Lung Institute, Imperial College London

So-called non-parametric methods are in fact based on estimating and testing
parameters, usually either rank parameters or spline parameters. Two
comprehensive packages for estimating these are **somersd** (for rank
parameters) and **bspline** (for spline parameters). Both of these estimate
a wide range of parameters, but both are frequently found to be difficult to
use by casual users. This presentation introduces **rcentile**, an
easy-to-use front end for **somersd**, and **polyspline**, an easy-to-use
front end for **bspline**. **rcentile** estimates percentiles with
confidence limits, optionally allowing for clustered sampling and
sampling-probability weights. The confidence intervals are saved in a Stata
matrix, with one row per percentile, which the user can save to a resultsset
using the **xsvmat** package. **polyspline** inputs an X-variable and a
user-defined list of reference points and outputs a basis of variables for a
polynomial or for another unrestricted spline. This basis can be included in
the covariate list for an estimation command, and the corresponding parameters
will be values of the polynomial or spline at the reference points, or
differences between these values. By default, the spline will simply be a
polynomial, with a degree one less than the number of reference points.
However, if the user specifies a lower degree, then the spline will have knots
interpolated sensibly between the reference points.

**Additional information**

uk14_newson.pdf

uk14_newson.pdf

Brendan Halpin

University of Limerick

Sequence analysis (SA) is a very different way of looking at categorical
longitudinal data, such as life-course or labor-market histories (or
any ordered categorical data, for that matter). Instead of focusing on
transition rates (for example, via hazard rate, Markov or panel models), it
takes individual time series and compares them as wholes. It has
significant advantages at a descriptive and exploratory level and can
help detect patterns that conventional methods will overlook. As
availability of longitudinal data increases, this becomes a significant
advantage.

SA hinges on defining measures of similarity between sequences, typically to generate data-driven classifications, for example, by cluster analysis. Most SA uses the optimal matching distance, but other measures are in use. There is some controversy about the applicability of SA algorithms to social science data and about their parameterization. Comparison of different methods and parameterizations helps clarify the issues.

For a long time, TDA was the only package social scientists had access to for SA, but in recent years, both Stata and R have had relevant functionality, in Stata's case provided by the**sq** and
**sadi** packages.

In this talk, I will discuss the current state of the**sadi** package.
**sadi** differs from ** sq** in being based on a plugin; therefore, it
is significantly faster: many of the distance measures are computationally
intensive, and typically, N(N-1)/2 comparisons will be made for N observations.
**sadi** also provides additional distance measures, including dynamic
Hamming, time-warp edit distance, and a version of Elzinga's number of matching
subsequences measure. It includes tools for inspecting and graphing sequence
data and for comparing distance measures and the resulting cluster analyses.

I will also briefly discuss the advantages and disadvantages of using plugins rather than Mata and make some remarks about cross-compiling plugins under Linux.

**Additional information**

uk14_halpin.pdf

SA hinges on defining measures of similarity between sequences, typically to generate data-driven classifications, for example, by cluster analysis. Most SA uses the optimal matching distance, but other measures are in use. There is some controversy about the applicability of SA algorithms to social science data and about their parameterization. Comparison of different methods and parameterizations helps clarify the issues.

For a long time, TDA was the only package social scientists had access to for SA, but in recent years, both Stata and R have had relevant functionality, in Stata's case provided by the

In this talk, I will discuss the current state of the

I will also briefly discuss the advantages and disadvantages of using plugins rather than Mata and make some remarks about cross-compiling plugins under Linux.

uk14_halpin.pdf

Ben Jann

University of Bern

Graphical display of regression results has become increasingly popular
in presentations and the scientific literature because, in many cases, graphs
are much easier to read than tables. In Stata, such plots can be
produced by the ** marginsplot** command. However, while ** marginsplot** is
very versatile and flexible, it has two major limitations: it can process only
results left behind by ** margins**, and it can handle only one set
of results at a time. In this presentation, I will introduce a new
command called ** coefplot**, which overcomes these limitations. It plots
results from any estimation command and combines results from several
models into a single graph. The default behavior of ** coefplot** is to
plot markers for coefficients and horizontal spikes for confidence
intervals. However, ** coefplot** can also produce various other types of
graphs. The capabilities of ** coefplot** are illustrated using a series of
examples.

**Additional information**

uk14_jann.pdf

uk14_jann.pdf

Robert Grant

St George's, University of London and Kingston University

The last three years have seen explosive growth in the variety and
sophistication of interactive online graphics. These are mostly implemented in
the web language JavaScript, with the Data Driven Documents (D3) library being
the most popular and flexible at present. Leaflet is a mapping library also
being widely used. R users have some packages that translate their data and
specifications into interactive graphics and maps, which write a text file
containing the HTML and JavaScript instructions that make up a webpage
containing the desired visualization. This translation into a webpage is
easily achieved in Stata, and I will present the ** stata2leaflet** command,
which produces zoomable, clickable online maps.

Contemporary interactive graphs benefit from allowing the viewer to filter and select data of interest, which is a second layer of specification implemented in the** stata2d3** commands. ** stata2d3** capitalizes on the
consistency of
Stata graph syntax by parsing and translating a standard Stata graph command
into a webpage. Users can choose to include explanatory comments against each
line in the source code, which are invisible to viewers but help them to learn HTML and JavaScript and make further refinements.

**Additional information**

uk14_grant.pdf

Contemporary interactive graphs benefit from allowing the viewer to filter and select data of interest, which is a second layer of specification implemented in the

uk14_grant.pdf

Nicholas J. Cox

Durham University

Good graphics often exploit one simple graphical design that is repeated for
different parts of the data, which Edward R. Tufte dubbed the use of small
multiples. In Stata, small multiples are supported for different subsets of the
data with ** by()** or ** over()** options of many ** graph** commands;
users can easily emulate this in their own programs by writing wrapper programs
that call ** twoway** or ** graph bar** and its siblings. Otherwise, specific
machinery offers repetition of a design for different variables, such as the
(arguably much underused) ** graph matrix** command. Users can always put
together their own composite graphs by saving individual graphs and then
combining them.

I reviewed small multiples at the 2013 London meeting, and this presentation offers further modest automation of the same design repeated for different data. Three recent general programs allow small multiples in different ways.** crossplot** offers a simple student-friendly graph matrix for each y and
each x variable specified, which is more general than a scatterplot matrix.
** combineplot** is a command for combining univariate or bivariate plots for different variables. ** designplot** is a command for showing univariate
summaries that generalizes and rewrites ** grmeanby** in ** graph dot** style.

**Additional information**

uk14_cox.ppt

I reviewed small multiples at the 2013 London meeting, and this presentation offers further modest automation of the same design repeated for different data. Three recent general programs allow small multiples in different ways.

uk14_cox.ppt

Michael Crowther

Department of Health Sciences, University of Leicester

Simulation studies are conducted to assess novel and currently used methods in
practice, to better assess and understand the frameworks under question. In
survival analysis, we are interested in simulating both an event and a censoring
distribution to better reflect clinical data. In this talk, I will describe how
to simulate survival times from simple parametric distributions and then move
to a more general framework, illustrating how to simulate from a general
user-defined hazard function. This can incorporate any combination of a
complex baseline hazard function with turning points, time-dependent effects,
random effects, and nonlinear covariate effects. This is achieved through a
two-stage algorithm incorporating numerical integration nested within
root-finding techniques. The methods will be illustrated using the publicly
available ** survsim** package.

**Additional information**

uk14_crowther.pdf

uk14_crowther.pdf

Yulia Marchenko

StataCorp, College Station, TX

The Cox proportional hazards model is one of the most popular methods to
analyze survival or failure-time data. The key assumption underlying the Cox
model is that of proportional hazards. This assumption may often be violated
in practice. Transformation survival models extend the Cox regression
methodology to allow for nonproportional hazards. They represent the class of
semiparametric linear transformation models, which relates an unknown
transformation of the survival time linearly to covariates. In my
presentation, I will describe these models and demonstrate how to fit them in
Stata.

**Additional information**

uk14_marchenko.pdf

uk14_marchenko.pdf

William Gould

StataCorp, College Station, TX

In lieu of my usual *Report to users*, I will talk on
floating-point numbers. Researchers do not adequately appreciate that
floating-point numbers are a simulation of real numbers; as with all
simulations, some features are preserved while others are not. When one writes
code, or even do-files, treating the computer's floating numbers as if they were
real numbers can lead to substantive problems and to numerical inaccuracy. In
this, the relationship between computers and real numbers is not entirely
unlike the relationship between tea and Douglas Adams's Nutri-Matic drink
dispenser. The Nutri-Matic produces a concoction that is "almost, but not
quite, entirely unlike tea". I show what the universe would be like if it
were implemented in floating-point rather than in real numbers. The
floating-point universe turns out to be nothing like the real universe and
probably could not be made to function. Without jargon and without resort to
binary, I show how floating-point numbers are implemented on an imaginary
base-10 computer and quantify the kinds of errors that can arise. In this,
float-point subtraction stands out as really being almost, but not quite,
entirely unlike subtraction. I show how to work around such problems. The
point of the talk is to build your intuition about the floating-point world so
that you as a researcher can predict when calculations might go awry, know how
to think about the problem, and determine how to fix it.

**Additional information**

uk14_gould.pdf

uk14_gould.pdf

Vincenzo Verardi

Université Libre de Bruxelles

The boxplot is probably the most commonly used tool to represent the
distribution of the data and identify atypical observations in a
univariate dataset. The problem with the standard boxplot is that as
soon as asymmetry or tail heaviness appears, the percentage of values
identified as atypical becomes excessive. To cope with this issue,
Hubert and Vandervieren (2008) proposed an adjusted boxplot for skewed
data. Their idea is to move the whiskers of the boxplot according to
the degree of asymmetry of the data. The rule to set the whiskers of
the adjusted boxplot was found by running a large number of
simulations using a wide range of (moderately) skewed distributions.
The idea was to find a rule that guaranteed that 0.7% of the
observations would lie outside the interval delimited by the whiskers.
Even if their rule works satisfactorily for most commonly used
distributions, it suffers from some limitations: (i) the adjusted
boxplot is not appropriate for severely skewed distributions and for
distributions with heavy tails; (ii) it is specifically related to a
theoretical rejection rate of 0.7%; (iii) it is extremely sensitive to
the estimated value of the asymmetry parameter; and (iv) it requires a
substantial computational complexity, O(n \log n).

To tackle these drawbacks, we propose a much simpler method to find the whiskers of the boxplot in case of (eventually) skewed and heavy-tailed data. We apply a simple rank-preserving transformation on the original data so that the transformed data can be adjusted by a so-called Tukey g-and-h distribution. Using the quantiles of this distribution, we can easily recover whiskers of the boxplot related to the original data. The computational complexity of the proposed method is O(n), the same as the standard boxplot.

**Reference:**

Hubert, M., and E. Vandervieren. 2008. An adjusted boxplot for skewed distributions.*Computational
Statistics & Data Analysis* 52: 5186--5201.

**Additional information**

uk14_verardi.pdf

To tackle these drawbacks, we propose a much simpler method to find the whiskers of the boxplot in case of (eventually) skewed and heavy-tailed data. We apply a simple rank-preserving transformation on the original data so that the transformed data can be adjusted by a so-called Tukey g-and-h distribution. Using the quantiles of this distribution, we can easily recover whiskers of the boxplot related to the original data. The computational complexity of the proposed method is O(n), the same as the standard boxplot.

Hubert, M., and E. Vandervieren. 2008. An adjusted boxplot for skewed distributions.

uk14_verardi.pdf

Thomas Roca

Agence Française de Développement, AFD

Data visualization is a burgeoning field at the crossroads of design,
computer science, and statistics. Using HTML and applying data
visualization techniques allows the creation of elegant and insightful
representations with Stata. Nevertheless, creating original "dataviz"
from an empty page is rough: it requires specific programming
knowledge. Thankfully, many pieces of code have been developed under
GNU/GPL or Apache licence, accessible for free (Google APIs are the
most famous ones).

However, these pieces of code need to be adapted; many options are available to modify displays (texts, legends, labels, colours, size, type of representation, etc.) Besides, HTML5 now embeds a powerful graphic and drawing engine: Canvas, which can be mobilized to represent any data, starting from scratch. As underlying datasets need to be reshaped and organized, a fair amount of programming becomes necessary; thus, Stata users possess a great asset to fill in and format HTML and Java content.

Specific programs will be discussed:

Google Geomap package creates heat maps using Google's API.

Donut chart package builds two-layer pie charts supported by Highchart's API.

The project "How good are you converting your income into..." is a simple data visualization created with Stata using HTML5 Canvas, which easily allows flagging outliers. This dataviz will be presented as an introduction to the use of Canvas with Stata.

Dynamic Scatter Plot, fuelled with HTML5 Canvas, can represent three variables, and displays additional information when you scroll over with the mouse. Furthermore, two Dynamic Scatter Plots can be superimposed to facilitate comparisons.

To help you grasp the possibility offered by Stata in web programming, I will present the Country Dashboards project. It shows how to create a comprehensive web portal, embedding hundreds of dataviz and webpages built with Stata.

**Additional materials:**

uk14_roca

However, these pieces of code need to be adapted; many options are available to modify displays (texts, legends, labels, colours, size, type of representation, etc.) Besides, HTML5 now embeds a powerful graphic and drawing engine: Canvas, which can be mobilized to represent any data, starting from scratch. As underlying datasets need to be reshaped and organized, a fair amount of programming becomes necessary; thus, Stata users possess a great asset to fill in and format HTML and Java content.

Specific programs will be discussed:

Google Geomap package creates heat maps using Google's API.

Donut chart package builds two-layer pie charts supported by Highchart's API.

The project "How good are you converting your income into..." is a simple data visualization created with Stata using HTML5 Canvas, which easily allows flagging outliers. This dataviz will be presented as an introduction to the use of Canvas with Stata.

Dynamic Scatter Plot, fuelled with HTML5 Canvas, can represent three variables, and displays additional information when you scroll over with the mouse. Furthermore, two Dynamic Scatter Plots can be superimposed to facilitate comparisons.

To help you grasp the possibility offered by Stata in web programming, I will present the Country Dashboards project. It shows how to create a comprehensive web portal, embedding hundreds of dataviz and webpages built with Stata.

uk14_roca

Daniel Bratton

MRC Clinical Trials Unit at UCL, London, UK

More efficient trial designs are needed to combat the increasing cost
of drug development. A class of trial designs that can help to
accelerate this process, known as multi-arm multi-stage (MAMS)
designs, has been proposed and used to much effect in oncology. To
facilitate the design of these trials evaluating time to event
outcomes, the ** nstage** program was introduced for Stata in 2009.
This program provides an estimate of the sample size requirement
together with estimates of the pairwise operating characteristics and
stage durations.

An important quantity in a multi-arm trial is its familywise error rate (FWER), that is, the probability of incorrectly recommending at least one ineffective treatment at the end of a trial. Strong control of the FWER is often a requirement in any confirmatory multi-arm study. A subroutine was therefore recently added to**nstage** to
calculate the FWER of a MAMS design by simulating trial-level data,
specifically the z-test statistics for the treatment effect in each
arm at each stage of the study.

The calculation is relatively quick, taking less than 10 seconds for designs with up to 6 arms and 5 stages. However, it can be made more efficient by performing the calculation in Mata. This involves the use of three-dimensional matrices that, despite being unable to be used directly in Mata, can be generated through the use of pointers. The speed of the Mata calculation over that using only Stata increases with the number of arms and stages, with almost a 50% reduction in computing time for a 6-arm 5-stage design. Although just a few seconds are saved for a single design, the cumulative savings in time are considerable when searching over multiple designs to find the one most suitable or most efficient for the MAMS trial in question.

In this talk, I describe the calculations in Stata and Mata and compare their speeds for designs with various numbers of arms and stages. The use of pointers in the FWER calculation in Mata is described, and I discuss their advantages and potential use in other areas.

**Additional information**

uk14_bratton.pdf

An important quantity in a multi-arm trial is its familywise error rate (FWER), that is, the probability of incorrectly recommending at least one ineffective treatment at the end of a trial. Strong control of the FWER is often a requirement in any confirmatory multi-arm study. A subroutine was therefore recently added to

The calculation is relatively quick, taking less than 10 seconds for designs with up to 6 arms and 5 stages. However, it can be made more efficient by performing the calculation in Mata. This involves the use of three-dimensional matrices that, despite being unable to be used directly in Mata, can be generated through the use of pointers. The speed of the Mata calculation over that using only Stata increases with the number of arms and stages, with almost a 50% reduction in computing time for a 6-arm 5-stage design. Although just a few seconds are saved for a single design, the cumulative savings in time are considerable when searching over multiple designs to find the one most suitable or most efficient for the MAMS trial in question.

In this talk, I describe the calculations in Stata and Mata and compare their speeds for designs with various numbers of arms and stages. The use of pointers in the FWER calculation in Mata is described, and I discuss their advantages and potential use in other areas.

uk14_bratton.pdf

Aurelio Tobías

Spanish Council for Scientific Research, Barcelona, Spain

Ben Armstrong and Antonio Gasparrini

London School of Hygiene and Tropical Medicine

The time-stratified case-crossover design is widely used in
environmental epidemiology to analyze the short-term effects of
environmental risk factors, such as air pollution or temperature, on
human health. It compares the exposure level in the day when the
health event occurs (case day) with the levels in control days chosen
with alternative selection methods. Standard analytical approaches to
case-crossover analysis, based on conditional logistic regression
(the ** clogit** command in Stata), require a considerable amount of
data management. Here we introduce the ** gencco** command to
reshape datasets from time-series to time-stratified case-crossover designs.
Then we will discuss alternative statistical models to perform
case-crossover analysis for aggregated data using Poisson and
overdispersed Poisson regression (**poisson** and **glm**) and
conditional Poisson regression (**xtpoisson**). Furthermore, we
also introduce an updated command for conditional Poisson to allow for
overdispersion (**xtpoisson_addOD**). Examples will be given using
air pollution and mortality datasets, although these methods can be
applicable generally in other contexts.

**Additional information**

uk14_tobais.ppt

uk14_tobais.ppt

Ian R. White

MRC Biostatistics Unit, Cambridge Institute of Public Health, Cambridge

Treatment changes in randomized trials are common: for example, in a
trial evaluating psychotherapy, individuals allocated to psychotherapy
may attend only partially or not at all; or in a trial evaluating a
drug treatment, individuals allocated to no drug treatment may
nevertheless receive the treatment. The issue is especially important
in drug trials for late stage cancer where control group members
typically receive the active treatment on disease progression. This
talk focuses on time-to-event outcomes. In some cases, it is important
to estimate the effect of the treatment if some or all of these
treatment changes had not occurred: for example, for a health economic
model exploring whether a drug should be available on the NHS, we
would need to compare survival of a treated group with survival of a
completely untreated group.

Twelve years ago, I published** strbee**, which implements in Stata
the rank-preserving structural failure time model (RPSFTM) of Robins
and Tsiatis (1991). This is a model that infers a comparison of the
randomized groups if they had had different treatment experiences;
estimation is based only on comparisons of randomized groups.

Over the intervening years, the RPSFTM has been increasingly (though not widely) used, and various problems have been identified. First, it assumes treatment benefit is the same whenever treatment is received, and a sensitivity analysis to address possible departures from this assumption is needed. Second, the method's power is low and declines as follow-up extends: later times that contribute little information are given the same weight as earlier times. Third, a wider range of estimation procedures is required.

I will review the RPSFTM method and its alternatives in a Stata context, and I will describe an update of** strbee** which addresses the above issues.

**Reference:**

Robins, J. M., and A. Tsiatis. 1991. Correcting for non-compliance in randomized trials using rank-preserving structural failure time models.*Communications in Statistics – Theory and Methods* 20:
2609--2631.

**Additional information**

uk14_white.pptx

Twelve years ago, I published

Over the intervening years, the RPSFTM has been increasingly (though not widely) used, and various problems have been identified. First, it assumes treatment benefit is the same whenever treatment is received, and a sensitivity analysis to address possible departures from this assumption is needed. Second, the method's power is low and declines as follow-up extends: later times that contribute little information are given the same weight as earlier times. Third, a wider range of estimation procedures is required.

I will review the RPSFTM method and its alternatives in a Stata context, and I will describe an update of

Robins, J. M., and A. Tsiatis. 1991. Correcting for non-compliance in randomized trials using rank-preserving structural failure time models.

uk14_white.pptx

John R. Thompson

Department of Health Sciences, University of Leicester

The Bayesian approach to statistical analysis has many theoretical
advantages, but in the past, its use has been limited by a lack of
suitable statistical software. In a book published this year by Stata
Press called *Bayesian Analysis with Stata*, I have tried to show
that Stata can be used for Bayesian as well as frequentist statistical
analysis.

In this talk, I will present a Bayesian analysis of neonatal mortality rates in England and Wales and show how it can be implemented in Stata or Mata or by calling WinBUGS from within Stata.

Over the last few decades, neonatal mortality has been falling steadily throughout the world, but the UK lags some way behind many other developed countries. Each year, data on neonatal mortality categorized by birth weight and maternal age are published. We will use a Bayesian analysis of these data to see if the declining rate over time has been similar in all the categories.

**Additional information**

uk14_thompson.pdf

In this talk, I will present a Bayesian analysis of neonatal mortality rates in England and Wales and show how it can be implemented in Stata or Mata or by calling WinBUGS from within Stata.

Over the last few decades, neonatal mortality has been falling steadily throughout the world, but the UK lags some way behind many other developed countries. Each year, data on neonatal mortality categorized by birth weight and maternal age are published. We will use a Bayesian analysis of these data to see if the declining rate over time has been similar in all the categories.

uk14_thompson.pdf

Giovanni Cerulli

CERIS (Institute for Economic Research on Firm and Growth), Roma

This paper presents a parametric counter-factual model identifying
average treatment effects (ATEs) by conditional mean independence when
externality (or neighborhood) effects are incorporated within the
traditional Rubin-potential outcome model.

As such, it tries to generalize the usual control-function regression, widely used in program evaluation and epidemiology, when the stable unit treatment value assumption (SUTVA) is relaxed. As a by-product, the paper also presents** ntreatreg**, a user-written Stata
routine for estimating ATEs when social interaction may be present.
Finally, an instructional application of the model and of its Stata
implementation (using ** ntreatreg**) through two examples (the
first on the effect of housing location on crime; the second on the
effect of education on fertility) is shown and results compared with a
no-interaction setting.

**Additional information**

uk14_cerulli.pdf

As such, it tries to generalize the usual control-function regression, widely used in program evaluation and epidemiology, when the stable unit treatment value assumption (SUTVA) is relaxed. As a by-product, the paper also presents

uk14_cerulli.pdf

Christopher F. Baum

Boston College and DIW Berlin

Mark E. Schaffer

Heriot-Watt University, CEPR and IZA

The ** avar** routine (Baum and Schaffer, SSC) constructs the
"filling" for a number of flavors of "sandwich" covariance matrix
estimators, including HAC, one- and two-way clustering, common
cross-panel autocorrelated errors, etc. We show how ** avar** can
be used as a building block to construct VCEs that go beyond the
Eicker-Huber-White and one-way cluster-robust VCEs provided by
Stata's official **_robust** command. We also show how ** avar**
can be used to provide multiple-equation VCE estimates in a wider
variety of circumstances than Stata's official ** suest** command.

**Additional information**

uk14_schaffer.pdf

uk14_schaffer.pdf

Philippe Van Kerm

CEPS/INSTEAD, Luxembourg

This presentation describes a Stata implementation of a space-filling
location selection algorithm. The objective is to select a subset from
a discrete list of locations so that the spatial coverage of the
locations by the selected subset is optimized according to a geometric
criterion. Such an algorithm designed for geographical site selection
is useful more generally to determine a grid of points that "covers" a
data matrix as needed in various nonparametric estimation procedures.
Various examples illustrate usage of the user-written command **
spacefill**.

**Additional information**

uk14_vankerm.pdf

uk14_vankerm.pdf

William Gould & colleagues

StataCorp, College Station, TX

William Gould, president of StataCorp and, more importantly in this
context, chief developer of Stata, and colleagues will be happy to
receive wishes for developments in Stata and almost as happy to
receive grumbles about the software.